1st Time: Condoms

I've been waiting to have sex with my bf because I'm honestly terrified by the thougth of getting pregnant. My family is very religious (im not), so sex is not a very good topic (and that sort of accident isnt either). I just really want to know how effective using a condom is, has any of you gotten pregnant even tho you used it? I know it sounds super silly, but I really want to feel confident.